-28.9%
FICO vs AIG
+39.5%
-68.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.2% | +6.6% | -4.4% | -0.2% |
| 30D | +0.1% | +7.0% | -6.9% | -2.4% |
| 3M | -35.2% | +9.7% | -44.9% | -37.3% |
| 6M | -32.4% | +10.8% | -43.2% | -34.7% |
| YTD | -57.4% | -1.3% | -56.1% | -57.3% |
| 1Y | -58.5% | +8.4% | -66.9% | -59.8% |
| 3Y | -28.9% | +39.0% | -67.9% | -36.5% |
| All | -28.9% | +39.5% | -68.4% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling